diff --git a/sklearn/decomposition/_pca.py b/sklearn/decomposition/_pca.py index ac4a1d1d9816b..eb0a73919021a 100644 --- a/sklearn/decomposition/_pca.py +++ b/sklearn/decomposition/_pca.py @@ -217,6 +217,7 @@ class PCA(_BasePCA): explained_variance_ : ndarray of shape (n_components,) The amount of variance explained by each of the selected components. + The variance estimation uses `n_samples - 1` degrees of freedom. Equal to n_components largest eigenvalues of the covariance matrix of X.